+382.5%
GLW vs ZS
-42.6%
+425.1%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | -4.6% | +12.2% | +8.0% |
| 7D | +14.0% | -9.2% | +23.2% | +15.1% |
| 30D | +0.4% | -4.0% | +4.4% | +0.5% |
| 3M | -11.3% | +25.3% | -36.6% | -14.0% |
| 6M | +35.1% | -1.3% | +36.4% | +32.4% |
| YTD | +90.5% | -28.0% | +118.5% | +95.6% |
| 1Y | +132.0% | -42.5% | +174.5% | +146.9% |
| 3Y | +463.3% | +0.7% | +462.6% | +436.0% |
| 5Y | +382.5% | -42.3% | +424.8% | +349.2% |
| All | +382.5% | -42.6% | +425.1% | +349.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ZS.
Daily Out/Under-Performance
Portfolio return minus ZS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded ZS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling